ccxt
Version:
1,091 lines • 146 kB
JavaScript
// ---------------------------------------------------------------------------
import kucoinRest from '../kucoin.js';
import { ArgumentsRequired, ExchangeError } from '../base/errors.js';
import { Precise } from '../base/Precise.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
// ---------------------------------------------------------------------------
export default class kucoin extends kucoinRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'createOrderWs': false,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': false,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'watchBidsAsks': true,
'watchOrderBook': true,
'watchOrders': true,
'watchPosition': true,
'watchPositions': false,
'watchMyTrades': true,
'watchTickers': true,
'watchTicker': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOrderBookForSymbols': true,
'watchBalance': true,
'watchOHLCV': true,
'unWatchTicker': true,
'unWatchOHLCV': true,
'unWatchOrderBook': true,
'unWatchTrades': true,
'unWatchhTradesForSymbols': true,
},
'urls': {
// only for pro (uta) accounts
'api': {
'ws': {
'spot': 'wss://x-push-spot.kucoin.com',
'futures': 'wss://x-push-futures.kucoin.com',
'private': 'wss://wsapi-push.kucoin.com',
},
},
},
'options': {
'utaToken': undefined,
'utaTokenLastUpdate': 0,
'utaTokenRefreshInterval': 1000 * 60 * 60 * 24,
'tradesLimit': 1000,
'watchTicker': {
'spotMethod': '/market/snapshot', // '/market/ticker'
},
'watchOrderBook': {
'snapshotDelay': 5,
'snapshotMaxRetries': 3,
'utaDepth': 'increment',
'spotMethod': '/market/level2',
'contractMethod': '/contractMarket/level2', // '/contractMarket/level2Depth5' or '/contractMarket/level2Depth20'
},
'watchMyTrades': {
'spotMethod': '/spotMarket/tradeOrders', // or '/spot/tradeFills'
},
'watchBalance': {
'fetchBalanceSnapshot': true,
'awaitBalanceSnapshot': true, // whether to wait for the balance snapshot before providing updates
},
'watchPosition': {
'fetchPositionSnapshot': true,
'awaitPositionSnapshot': true, // whether to wait for the position snapshot before providing updates
},
'watchPositions': {
'fetchPositionsSnapshot': true,
'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
},
},
'streaming': {
// kucoin does not support built-in ws protocol-level ping-pong
// instead it requires a custom json-based text ping-pong
// https://docs.kucoin.com/#ping
'ping': this.ping,
},
});
}
async negotiate(privateChannel, isFuturesMethod = false, params = {}) {
let connectId = privateChannel ? 'private' : 'public';
if (isFuturesMethod) {
connectId += 'Futures';
}
const urls = this.safeDict(this.options, 'urls', {});
let future = this.safeValue(urls, connectId);
if (future !== undefined) {
return await future;
}
// we store an awaitable to the url
// so that multiple calls don't asynchronously
// fetch different urls and overwrite each other
urls[connectId] = this.spawn(this.negotiateHelper, privateChannel, connectId, params);
this.options['urls'] = urls;
future = urls[connectId];
return await future;
}
async negotiateHelper(privateChannel, connectId, params = {}) {
let response = undefined;
try {
if (connectId === 'private') {
response = await this.privatePostBulletPrivate(params);
//
// {
// "code": "200000",
// "data": {
// "instanceServers": [
// {
// "pingInterval": 50000,
// "endpoint": "wss://push-private.kucoin.com/endpoint",
// "protocol": "websocket",
// "encrypt": true,
// "pingTimeout": 10000
// }
// ],
// "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
// }
// }
//
}
else if (connectId === 'public') {
response = await this.publicPostBulletPublic(params);
}
else if (connectId === 'privateFutures') {
response = await this.futuresPrivatePostBulletPrivate(params);
}
else {
response = await this.futuresPublicPostBulletPublic(params);
}
const data = this.safeDict(response, 'data', {});
const instanceServers = this.safeList(data, 'instanceServers', []);
const firstInstanceServer = this.safeDict(instanceServers, 0);
const pingInterval = this.safeInteger(firstInstanceServer, 'pingInterval');
const endpoint = this.safeString(firstInstanceServer, 'endpoint');
const token = this.safeString(data, 'token');
const result = endpoint + '?' + this.urlencode({
'token': token,
'privateChannel': privateChannel,
'connectId': connectId,
});
const client = this.client(result);
client.keepAlive = pingInterval;
return result;
}
catch (e) {
const future = this.safeValue(this.options['urls'], connectId);
future.reject(e);
delete this.options['urls'][connectId];
}
return undefined;
}
requestId() {
this.lockId();
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
this.unlockId();
return requestId;
}
async subscribe(url, messageHash, subscriptionHash, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': subscriptionHash,
'response': true,
};
const message = this.extend(request, params);
const client = this.client(url);
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
return await this.watch(url, messageHash, message, subscriptionHash, subscription);
}
async subscribePublicUta(messageHash, channel, symbol, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const market = this.market(symbol);
const urlType = market['contract'] ? 'futures' : 'spot';
const tradeType = urlType.toUpperCase();
let action = 'subscribe';
if (subscription !== undefined) {
const unsubscribe = this.safeBool(subscription, 'unsubscribe', false);
action = unsubscribe ? 'unsubscribe' : action;
}
const request = {
'id': requestId,
'action': action,
'channel': channel,
'tradeType': tradeType,
'symbol': market['id'],
};
const message = this.extend(request, params);
const url = this.safeString(this.urls['api']['ws'], urlType);
const client = this.client(url);
if (!(messageHash in client.subscriptions)) {
client.subscriptions[requestId] = messageHash;
}
return await this.watch(url, messageHash, message, messageHash, subscription);
}
async subscribePrivateUta(messageHashes, subscribeHash, channel, symbol = undefined, params = {}, subscription = undefined) {
this.checkRequiredCredentials();
const requestId = this.requestId().toString();
let action = 'subscribe';
if (subscription !== undefined) {
const unsubscribe = this.safeBool(subscription, 'unsubscribe', false);
action = unsubscribe ? 'unsubscribe' : action;
}
const request = {
'id': requestId,
'action': action,
'channel': channel,
};
if (symbol !== undefined) {
const market = this.market(symbol);
request['symbol'] = market['id'];
}
const message = this.extend(request, params);
const url = await this.getUtaUrl();
const client = this.client(url);
if (!(subscribeHash in client.subscriptions)) {
client.subscriptions[requestId] = subscribeHash;
}
return await this.watchMultiple(url, messageHashes, message, [subscribeHash], subscription);
}
async getUtaUrl() {
const utaToken = await this.authenticateUta();
return this.urls['api']['ws']['private'] + '?token=' + utaToken;
}
async authenticateUta() {
this.checkRequiredCredentials();
const utaToken = this.safeValue(this.options, 'utaToken');
const lastUpdate = this.safeInteger(this.options, 'utaTokenLastUpdate', 0);
let refreshInterval = 1000 * 60 * 60 * 24; // 24 hours
refreshInterval = this.safeInteger(this.options, 'utaTokenRefreshInterval', refreshInterval);
const now = this.milliseconds();
const expired = (now - lastUpdate) >= refreshInterval;
const messageHash = 'utaToken';
const url = this.urls['api']['ws']['private'];
const client = this.client(url);
if ((utaToken === undefined) || expired) {
if (messageHash in client.futures) {
// wait the existing future if it's already being fetched by another call
await client.future(messageHash);
}
else {
// fetch new token and store the future to the .futures to prevent concurrent fetches
client.future(messageHash);
try {
const response = await this.privatePostBulletPrivate({ 'version': 'v2' });
const data = this.safeDict(response, 'data', {});
const utaTokenString = this.safeString(data, 'token');
this.options['utaTokenLastUpdate'] = now;
this.options['utaToken'] = utaTokenString;
client.resolve(utaTokenString, messageHash);
}
catch (e) {
this.options['utaToken'] = undefined;
client.reject(e, messageHash);
}
}
}
return this.safeString(this.options, 'utaToken');
}
async unSubscribe(url, messageHash, topic, subscriptionHash, params = {}, subscription = undefined) {
return await this.unSubscribeMultiple(url, [messageHash], topic, [subscriptionHash], params, subscription);
}
async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': topic,
'response': true,
};
const message = this.extend(request, params);
const client = this.client(url);
for (let i = 0; i < subscriptionHashes.length; i++) {
const subscriptionHash = subscriptionHashes[i];
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
}
return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
}
async unSubscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'unsubscribe',
'topic': topic,
'response': true,
};
const message = this.extend(request, params);
if (subscription !== undefined) {
subscription[requestId] = requestId;
}
const client = this.client(url);
for (let i = 0; i < subscriptionHashes.length; i++) {
const subscriptionHash = subscriptionHashes[i];
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
}
return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
}
/**
* @method
* @name kucoin#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.kucoin.com/docs-new/3470063w0
* @see https://www.kucoin.com/docs-new/3470081w0
* @see https://www.kucoin.com/docs-new/3470222w0
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.uta] set to true for the unified trading account (uta), default is false
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
let messageHash = 'ticker:' + symbol;
let uta = false;
[uta, params] = this.handleOptionAndParams(params, 'watchTicker', 'uta', uta);
if (uta) {
messageHash = 'uta:' + messageHash;
const channel = 'ticker';
return await this.subscribePublicUta(messageHash, channel, symbol, params);
}
const isFuturesMethod = market['contract'];
const url = await this.negotiate(false, isFuturesMethod);
let method = '/market/snapshot';
if (isFuturesMethod) {
method = '/contractMarket/ticker';
}
else {
[method, params] = this.handleOptionAndParams(params, 'watchTicker', 'spotMethod', method);
}
const topic = method + ':' + market['id'];
return await this.subscribe(url, messageHash, topic, params);
}
/**
* @method
* @name kucoin#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.kucoin.com/docs-new/3470063w0
* @see https://www.kucoin.com/docs-new/3470081w0
* @see https://www.kucoin.com/docs-new/3470222w0
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.uta] set to true for the unified trading account (uta), default is false
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
*/
async unWatchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const isFuturesMethod = market['contract'];
let uta = false;
[uta, params] = this.handleOptionAndParams(params, 'unWatchTicker', 'uta', uta);
const subscription = {
'symbols': [symbol],
'topic': 'ticker',
'unsubscribe': true,
};
let subMessageHash = 'ticker:' + symbol;
if (uta) {
subMessageHash = 'uta:' + subMessageHash;
subscription['subMessageHashes'] = [subMessageHash];
const utaMessageHash = 'unsubscribe:' + subMessageHash;
subscription['messageHashes'] = [utaMessageHash];
return await this.subscribePublicUta(utaMessageHash, 'ticker', symbol, params, subscription);
}
else {
const url = await this.negotiate(false, isFuturesMethod);
let method = '/market/snapshot';
if (isFuturesMethod) {
method = '/contractMarket/ticker';
}
else {
[method, params] = this.handleOptionAndParams(params, 'watchTicker', 'spotMethod', method);
}
const topic = method + ':' + market['id'];
const messageHash = 'unsubscribe:' + subMessageHash;
// we have to add the topic to the messageHashes and subMessageHashes
// because handleSubscriptionStatus needs them to remove the subscription from the client
// without them subscription would never be removed and re-subscribe would fail because of duplicate subscriptionHash
subscription['messageHashes'] = [messageHash, topic];
subscription['subMessageHashes'] = [subMessageHash, topic];
return await this.unSubscribe(url, messageHash, topic, subMessageHash, params, subscription);
}
}
/**
* @method
* @name kucoin#watchTickers
* @see https://www.kucoin.com/docs-new/3470063w0
* @see https://www.kucoin.com/docs-new/3470064w0
* @see https://www.kucoin.com/docs-new/3470081w0
* @see https://www.kucoin.com/docs-new/3470222w0
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] *spot markets only* either '/market/snapshot' or '/market/ticker' default is '/market/ticker'
* @param {boolean} [params.uta] set to true for the unified trading account (uta), default is false
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, true, true);
const firstMarket = this.getMarketFromSymbols(symbols);
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('watchTickers', firstMarket, params);
let uta = false;
[uta, params] = this.handleOptionAndParams(params, 'watchTickers', 'uta', uta);
const isFuturesMethod = (marketType !== 'spot') && (marketType !== 'margin');
if ((isFuturesMethod || uta) && symbols === undefined) {
throw new ArgumentsRequired(this.id + ' watchTickers() requires a list of symbols for ' + marketType + ' markets and unified trading account (uta)');
}
const messageHash = 'tickers';
let method = '/market/ticker';
if (isFuturesMethod) {
method = '/contractMarket/ticker';
}
else {
[method, params] = this.handleOptionAndParams2(params, 'watchTickers', 'method', 'spotMethod', method);
}
const messageHashes = [];
const topics = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('ticker:' + symbol);
const market = this.market(symbol);
topics.push(method + ':' + market['id']);
}
}
const url = await this.negotiate(false, isFuturesMethod);
let tickers = undefined;
if (symbols === undefined) {
const allTopic = method + ':all';
tickers = await this.subscribe(url, messageHash, allTopic, params);
if (this.newUpdates) {
return tickers;
}
}
else {
const marketIds = this.marketIds(symbols);
const symbolsTopic = method + ':' + marketIds.join(',');
tickers = await this.subscribeMultiple(url, messageHashes, symbolsTopic, topics, params);
if (this.newUpdates) {
const newDict = {};
newDict[tickers['symbol']] = tickers;
return newDict;
}
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
async subscribePublicMultipleUta(messageHashes, channel, symbols, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const market = this.getMarketFromSymbols(symbols);
const urlType = market['contract'] ? 'futures' : 'spot';
const tradeType = urlType.toUpperCase();
let action = 'subscribe';
if (subscription !== undefined) {
const unsubscribe = this.safeBool(subscription, 'unsubscribe', false);
action = unsubscribe ? 'unsubscribe' : action;
}
const request = {
'id': requestId,
'action': action,
'channel': channel,
'tradeType': tradeType,
'symbols': this.marketIds(symbols),
};
const message = this.extend(request, params);
const url = this.safeString(this.urls['api']['ws'], urlType);
const client = this.client(url);
const messageHashWithSymbols = channel + ':' + symbols.join(',');
if (!(messageHashWithSymbols in client.subscriptions)) {
client.subscriptions[requestId] = messageHashWithSymbols;
}
return await this.watchMultiple(url, messageHashes, message, messageHashes, subscription);
}
async watchUtaTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true);
const messageHash = 'uta:ticker';
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = this.safeString(symbols, i);
const market = this.market(symbol);
const subMessageHash = messageHash + ':' + market['symbol'];
messageHashes.push(subMessageHash);
}
const tickers = await this.subscribePublicMultipleUta(messageHashes, 'ticker', symbols, params);
if (this.newUpdates) {
return tickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// market/snapshot
//
// updates come in every 2 sec unless there
// were no changes since the previous update
//
// {
// "data": {
// "sequence": "1545896669291",
// "data": {
// "trading": true,
// "symbol": "KCS-BTC",
// "buy": 0.00011,
// "sell": 0.00012,
// "sort": 100,
// "volValue": 3.13851792584, // total
// "baseCurrency": "KCS",
// "market": "BTC",
// "quoteCurrency": "BTC",
// "symbolCode": "KCS-BTC",
// "datetime": 1548388122031,
// "high": 0.00013,
// "vol": 27514.34842,
// "low": 0.0001,
// "changePrice": -1.0e-5,
// "changeRate": -0.0769,
// "lastTradedPrice": 0.00012,
// "board": 0,
// "mark": 0
// }
// },
// "subject": "trade.snapshot",
// "topic": "/market/snapshot:KCS-BTC",
// "type": "message"
// }
//
// market/ticker
//
// {
// "type": "message",
// "topic": "/market/ticker:BTC-USDT",
// "subject": "trade.ticker",
// "data": {
// "bestAsk": "62163",
// "bestAskSize": "0.99011388",
// "bestBid": "62162.9",
// "bestBidSize": "0.04794181",
// "price": "62162.9",
// "sequence": "1621383371852",
// "size": "0.00832274",
// "time": 1634641987564
// }
// }
//
// futures
// {
// "subject": "ticker",
// "topic": "/contractMarket/ticker:XBTUSDM",
// "data": {
// "symbol": "XBTUSDM", //Market of the symbol
// "sequence": 45, //Sequence number which is used to judge the continuity of the pushed messages
// "side": "sell", //Transaction side of the last traded taker order
// "price": "3600.0", //Filled price
// "size": 16, //Filled quantity
// "tradeId": "5c9dcf4170744d6f5a3d32fb", //Order ID
// "bestBidSize": 795, //Best bid size
// "bestBidPrice": "3200.0", //Best bid
// "bestAskPrice": "3600.0", //Best ask size
// "bestAskSize": 284, //Best ask
// "ts": 1553846081210004941 //Filled time - nanosecond
// }
// }
//
const topic = this.safeString(message, 'topic');
if (topic.indexOf('contractMarket') < 0) {
let market = undefined;
if (topic !== undefined) {
const parts = topic.split(':');
const first = this.safeString(parts, 1);
let marketId = undefined;
if (first === 'all') {
marketId = this.safeString(message, 'subject');
}
else {
marketId = first;
}
market = this.safeMarket(marketId, market, '-');
}
const data = this.safeDict(message, 'data', {});
const rawTicker = this.safeDict(data, 'data', data);
const ticker = this.parseSpotOrUtaTicker(rawTicker, market);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
// watchTickers
const allTickers = {};
allTickers[symbol] = ticker;
client.resolve(allTickers, 'tickers');
}
else {
this.handleContractTicker(client, message);
}
}
handleContractTicker(client, message) {
//
// ticker (v1)
//
// {
// "subject": "ticker",
// "topic": "/contractMarket/ticker:XBTUSDM",
// "data": {
// "symbol": "XBTUSDM", //Market of the symbol
// "sequence": 45, //Sequence number which is used to judge the continuity of the pushed messages
// "side": "sell", //Transaction side of the last traded taker order
// "price": "3600.0", //Filled price
// "size": 16, //Filled quantity
// "tradeId": "5c9dcf4170744d6f5a3d32fb", //Order ID
// "bestBidSize": 795, //Best bid size
// "bestBidPrice": "3200.0", //Best bid
// "bestAskPrice": "3600.0", //Best ask size
// "bestAskSize": 284, //Best ask
// "ts": 1553846081210004941 //Filled time - nanosecond
// }
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 'symbol');
const market = this.safeMarket(marketId, undefined, '-');
const ticker = this.parseTicker(data, market);
this.tickers[market['symbol']] = ticker;
const messageHash = 'ticker:' + market['symbol'];
client.resolve(ticker, messageHash);
}
handleUtaTicker(client, message) {
//
// {
// "T": "ticker.SPOT",
// "P": "1774100940787520626",
// "d": {
// "A": "0.5972689",
// "B": "23.3114947",
// "E": 20310552932,
// "M": "1774100940780000000",
// "S": "SELL",
// "a": "2155.55",
// "b": "2155.54",
// "l": "2155.54",
// "q": "0.0001529",
// "s": "ETH-USDT"
// }
// }
//
const data = this.safeDict(message, 'd', {});
const marketId = this.safeString(data, 's');
const market = this.safeMarket(marketId);
const ticker = this.parseWsUtaTicker(data, market);
this.tickers[market['symbol']] = ticker;
const messageHash = 'uta:ticker:' + market['symbol'];
client.resolve(ticker, messageHash);
}
parseWsUtaTicker(ticker, market = undefined) {
const symbol = this.safeString(market, 'symbol');
market = this.safeMarket(symbol, market);
const timestamp = this.safeIntegerProduct(ticker, 'M', 0.000001);
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeString(ticker, 'a'),
'bidVolume': this.safeString(ticker, 'A'),
'ask': this.safeString(ticker, 'b'),
'askVolume': this.safeString(ticker, 'B'),
'vwap': undefined,
'open': undefined,
'close': undefined,
'last': this.safeString(ticker, 'l'),
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': undefined,
'markPrice': undefined,
'info': ticker,
}, market);
}
/**
* @method
* @name kucoin#watchBidsAsks
* @see https://www.kucoin.com/docs-new/3470067w0
* @see https://www.kucoin.com/docs-new/3470080w0
* @description watches best bid & ask for symbols
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, false);
const firstMarket = this.getMarketFromSymbols(symbols);
const isFuturesMethod = firstMarket['contract'];
let channelName = '/spotMarket/level1:';
if (isFuturesMethod) {
channelName = '/contractMarket/tickerV2:';
}
const ticker = await this.watchMultiHelper('watchBidsAsks', channelName, isFuturesMethod, symbols, params);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
async watchMultiHelper(methodName, channelName, isFuturesChannel, symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, false);
const length = symbols.length;
if (length > 100) {
throw new ArgumentsRequired(this.id + ' ' + methodName + '() accepts a maximum of 100 symbols');
}
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
messageHashes.push('bidask@' + market['symbol']);
}
const url = await this.negotiate(false, isFuturesChannel);
const marketIds = this.marketIds(symbols);
const joined = marketIds.join(',');
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': channelName + joined,
'response': true,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
handleBidAsk(client, message) {
//
// arrives one symbol dict
//
// {
// topic: '/spotMarket/level1:ETH-USDT',
// type: 'message',
// data: {
// asks: [ '3347.42', '2.0778387' ],
// bids: [ '3347.41', '6.0411697' ],
// timestamp: 1712231142085
// },
// subject: 'level1'
// }
//
// futures
// {
// "subject": "tickerV2",
// "topic": "/contractMarket/tickerV2:XBTUSDM",
// "data": {
// "symbol": "XBTUSDM", //Market of the symbol
// "bestBidSize": 795, // Best bid size
// "bestBidPrice": 3200.0, // Best bid
// "bestAskPrice": 3600.0, // Best ask
// "bestAskSize": 284, // Best ask size
// "ts": 1553846081210004941 // Filled time - nanosecond
// }
// }
//
const parsedTicker = this.parseWsBidAsk(message);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidask@' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
const topic = this.safeString(ticker, 'topic');
if (topic.indexOf('contractMarket') < 0) {
const parts = topic.split(':');
const marketId = parts[1];
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const data = this.safeDict(ticker, 'data', {});
const ask = this.safeList(data, 'asks', []);
const bid = this.safeList(data, 'bids', []);
const timestamp = this.safeInteger(data, 'timestamp');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(ask, 0),
'askVolume': this.safeNumber(ask, 1),
'bid': this.safeNumber(bid, 0),
'bidVolume': this.safeNumber(bid, 1),
'info': ticker,
}, market);
}
else {
// futures
const data = this.safeDict(ticker, 'data', {});
const marketId = this.safeString(data, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeIntegerProduct(data, 'ts', 0.000001);
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(data, 'bestAskPrice'),
'askVolume': this.safeNumber(data, 'bestAskSize'),
'bid': this.safeNumber(data, 'bestBidPrice'),
'bidVolume': this.safeNumber(data, 'bestBidSize'),
'info': ticker,
}, market);
}
}
/**
* @method
* @name kucoin#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.kucoin.com/docs-new/3470071w0
* @see https://www.kucoin.com/docs-new/3470086w0
* @see https://www.kucoin.com/docs-new/3470223w0
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.uta] set to true for the unified trading account (uta), default is false
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const period = this.safeString(this.timeframes, timeframe, timeframe);
let messageHash = 'candles:' + symbol + ':' + timeframe;
let uta = false;
[uta, params] = this.handleOptionAndParams(params, 'watchOHLCV', 'uta', uta);
let ohlcv = undefined;
if (uta) {
const channel = 'kline';
messageHash = 'uta:' + messageHash;
const extendedParams = {
'interval': period,
};
params = this.extend(extendedParams, params);
ohlcv = await this.subscribePublicUta(messageHash, channel, symbol, this.extend(extendedParams, params));
}
else {
const isFuturesMethod = market['contract'];
const url = await this.negotiate(false, isFuturesMethod);
let channelName = '/market/candles:';
if (isFuturesMethod) {
channelName = '/contractMarket/limitCandle:';
}
const topic = channelName + market['id'] + '_' + period;
ohlcv = await this.subscribe(url, messageHash, topic, params);
}
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name kucoin#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.kucoin.com/docs-new/3470071w0
* @see https://www.kucoin.com/docs-new/3470086w0
* @see https://www.kucoin.com/docs-new/3470223w0
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.uta] set to true for the unified trading account (uta), default is false
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
let uta = false;
[uta, params] = this.handleOptionAndParams(params, 'unWatchOHLCV', 'uta', uta);
const period = this.safeString(this.timeframes, timeframe, timeframe);
const symbolAndTimeframe = [symbol, timeframe];
const subscription = {
'symbols': [symbol],
'symbolsAndTimeframes': [symbolAndTimeframe],
'topic': 'ohlcv',
'unsubscribe': true,
};
let subMessageHash = 'candles:' + symbol + ':' + timeframe;
if (uta) {
subMessageHash = 'uta:' + subMessageHash;
subscription['subMessageHashes'] = [subMessageHash];
const utaMessageHash = 'unsubscribe:' + subMessageHash;
subscription['messageHashes'] = [utaMessageHash];
const extendedParams = {
'interval': period,
};
return await this.subscribePublicUta(utaMessageHash, 'kline', symbol, this.extend(extendedParams, params), subscription);
}
else {
const isFuturesMethod = market['contract'];
const url = await this.negotiate(false, isFuturesMethod);
let channelName = '/market/candles:';
if (isFuturesMethod) {
channelName = '/contractMarket/limitCandle:';
}
const messageHash = 'unsubscribe:' + subMessageHash;
const topic = channelName + market['id'] + '_' + period;
// we have to add the topic to the messageHashes and subMessageHashes
// because handleSubscriptionStatus needs them to remove the subscription from the client
// without them subscription would never be removed and re-subscribe would fail because of duplicate subscriptionHash
subscription['messageHashes'] = [messageHash, topic];
subscription['subMessageHashes'] = [subMessageHash, topic];
return await this.unSubscribe(url, messageHash, topic, messageHash, params, subscription);
}
}
handleOHLCV(client, message) {
//
// {
// "data": {
// "symbol": "BTC-USDT",
// "candles": [
// "1624881240",
// "34138.8",
// "34121.6",
// "34138.8",
// "34097.9",
// "3.06097133",
// "104430.955068564"
// ],
// "time": 1624881284466023700
// },
// "subject": "trade.candles.update",
// "topic": "/market/candles:BTC-USDT_1min",
// "type": "message"
// }
//
// futures
// {
// "topic":"/contractMarket/limitCandle:LTCUSDTM_1min",
// "type":"message",
// "data":{
// "symbol":"LTCUSDTM",
// "candles":[
// "1715470980",
// "81.38",
// "81.38",
// "81.38",
// "81.38",
// "61.0", - Note value 5 is incorrect and will be fixed in subsequent versions of kucoin
// "61"
// ],
// "time":1715470994801
// },
// "subject":"candle.stick"
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 'symbol');
const candles = this.safeList(data, 'candles', []);
const topic = this.safeString(message, 'topic');
const parts = topic.split('_');
const interval = this.safeString(parts, 1);
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe(interval);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const messageHash = 'candles:' + symbol + ':' + timeframe;
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const isContractMarket = (topic.indexOf('contractMarket') >= 0);
const baseVolumeIndex = isContractMarket ? 6 : 5; // Note value 5 is incorrect and will be fixed in subsequent versions of kucoin
const parsed = [
this.safeTimestamp(candles, 0),
this.safeNumber(candles, 1),
this.safeNumber(candles, 3),
this.safeNumber(candles, 4),
this.safeNumber(candles, 2),
this.safeNumber(candles, baseVolumeIndex),
];
stored.append(parsed);
client.resolve(stored, messageHash);
}
handleUtaOHLCV(client, message) {
//
// {
// "T": "kline.SPOT",
// "P": "1774621652314890314",
// "d": {
// "a": "195333.419819132",
// "s": "ETH-USDT",
// "C": 1774621680,
// "c": "1973.4",
// "S": false,
// "v": "98.941095",
// "h": "1974.97",
// "i": "1min",
// "l": "1973.4",
// "O": 1774621620,
// "o": "1974.34"
// }
// }
//
const data = this.safeDict(message, 'd', {});
const marketId = this.safeString(data, 's');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = this.safeString(data, 'i');
const timeframe = this.findTimeframe(interval);
const messageHash = 'uta:candles:' + symbol + ':' + timeframe;
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const parsed = [
this.safeIntegerProduct(data, 'O', 1000),
this.safeNumber(data, 'o'),
this.safeNumber(data, 'h'),
this.safeNumber(data, 'l'),
this.safeNumber(data, 'c'),
this.safeNumber(data, 'v'),
];
stored.append(parsed);
client.resolve(stored, messageHash);
}
/**
* @method
* @name kucoin#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://www.kucoin.com/docs-new/3470072w0
* @see https://www.kucoin.com/docs-new/3470084w0
* @see https://www.kucoin.com/docs-new/3470224w0
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.uta] set to true for the unified trading account (uta), default is false
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
let uta = false;
[uta, params] = this.handleOptionAndParams(params, 'watchTrades', 'uta', uta);
if (uta) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'uta:trades:' + symbol;
const channel = 'trade';
const trades = await this.subscribePublicUta(messageHash, channel, symbol, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name kucoin#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @see https://www.kucoin.com/docs-new/3470072w0
* @see https://www.kucoin.com/docs-new/3470084w0
* @param {string[]} symbols
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = un